Measuring variability and stationarity of term premia for interest rate forecasting
Year of publication: |
1995
|
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Authors: | DeGennaro, Ramon P. |
Other Persons: | Moser, James T. (contributor) |
Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 3.1995, p. 147-173
|
Subject: | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Inflation | USA | United States | Zins | Interest rate | Prognoseverfahren | Forecasting model | Theorie | Theory | 1970-1982 |
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